How to sweep a profile along two rotation axes? (how to model globoid worm gear)
That can be a &quot;screw&quot; and a &quot;simple deform&quot; modifiers:

Make a profile (bottom left below).
Set the external part into a vertex group.
Add a screw modifier (use 'calculate order' to set the orientation of the faces correctly).
Add a simple deform modifier. Stretch mode and centered on an empty placed at the center of the screw. Use Z axis to deform around it and the vertex group to be deformed (so only the external part).
Then tune the modifier factor (or scale the empty) so that it corresponds to the wanted circle.